+41.5%
DRAM vs SHOP
+30.2%
+11.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.6% | +2.6% | +6.2% |
| 7D | -18.2% | -5.4% | -12.7% | -18.3% |
| 30D | -34.5% | -10.3% | -24.2% | -34.7% |
| 3M | -23.6% | +1.0% | -24.6% | -22.6% |
| 6M | -19.3% | +41.2% | -60.5% | -13.5% |
| All | +41.5% | +30.2% | +11.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling